Will Murrays Differential Equations, XV.

Laplace transforms1

XV. Laplace transforms

Lesson Overview

The Laplace transform of a function f (t) is

Z
L {f } := est f (t) dt.
0

Note that it will be a function of s.

The Laplace transform is linear, meaning
that for functions f (t) and g(t) and
constants a and b, we have

L {af + bg} = aL {f } + bL {g} .

Example I
Find the Laplace transform of f (t) = tn , n 0.
Will Murrays Differential Equations, XV. Laplace transforms2

Z
L {1} := est dt
0
t=
1 st 
= e 
s t=0
1
=
s
Z
L {t} := test dt
{Integrate by parts. }
0
 t=
t st 1 st 
= e 2e
s s 
t=0
1
=
s2
Z
L t2 := t2 est dt

{Integrate by parts. }
0
 2 t=
t st 2t st 2 st 
= e 2e 3e
s s s 
t=0
2
=
s3
Z
L t3 := t2 est dt

{Integrate by parts. }
0
 3 t=
t st 3t2 st 6t st 6 st 
= e 2 e 3e 4e
s s s s 
t=0
6
=
s4
n!
L {tn } =
sn+1

Example II
Find the Laplace transform of f (t) = eat ,
assuming s > a.
Will Murrays Differential Equations, XV. Laplace transforms3

s>a = sa>0
Z
est eat dt
 at
L e :=
Z0
= e(sa)t dt
0
t=
e(sa)t 
=
s a t=0
1
=
sa

Example III
Find the Laplace transform of f (t) = cos at.

Integrate by parts twice, or

( )
Z
L {cos at} := est cos at dt use a CAS or an integral
0
table.
 t= n
s st a st
 The terms go to 0, and
o
= 2 e cos at + e sin at 
a + s2 a2 + s 2 
t=0 sin 0 = 0.
s
=
a + s2
2

Example IV
Find the Laplace transform of f (t) = sin at.
Will Murrays Differential Equations, XV. Laplace transforms4

Integrate by parts twice, or

( )
Z
L {sin at} := est sin at dt use a CAS or an integral
0
table.
 t= n
a st s st
 The terms go to 0, and
o
= 2 e cos at + e sin at 
a + s2 a2 + s 2 
t=0 sin 0 = 0.
a
=
a2 + s 2

Example V
Find the Laplace transform of the following
function:

f (t) = 3 cos 4t 2 sin 5t + e2t + 3t2 + 7t 2

Use linearity:
1
L {1} =
s
1
L {t} = 2
s
 2 2
L t = 3
s
 at 1
L e =
sa
s
L {cos at} = 2
a + s2
a
L {sin at} = 2
a + s2
3s 10 1 6 7 2
L {f } = 2
2 + + 3+ 2
s + 16 s + 25 s 2 s s s